Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.550446 0.617207 0.692440 0.784244 0.894261 1.023188 1.187697
2024-10-20 0.477567 0.560746 0.661047 0.793093 0.965786 1.189109 1.508855
2024-10-27 0.419912 0.509657 0.623372 0.781979 1.004310 1.316441 1.811386
2024-11-03 0.392451 0.491087 0.622002 0.815076 1.105221 1.549237 2.338139
2024-11-10 0.375122 0.482720 0.631826 0.863817 1.237445 1.863044 3.124754
2024-11-17 0.350626 0.461114 0.619515 0.876870 1.316064 2.111661 3.917999
2024-11-24 0.326284 0.436815 0.599798 0.874479 1.367507 2.326657 4.767967
2024-12-01 0.297991 0.403907 0.563190 0.838739 1.351868 2.405250 5.341775
2024-12-08 0.274204 0.375677 0.530929 0.805784 1.334886 2.476516 5.953189
2024-12-15 0.263708 0.366726 0.528182 0.823558 1.420209 2.807343 7.670338
2024-12-22 0.262276 0.371575 0.548140 0.885060 1.610342 3.480071 11.599755
2024-12-29 0.253994 0.364690 0.547492 0.907390 1.720721 3.998539 15.973238
2025-01-05 0.238699 0.346255 0.526905 0.891362 1.747637 4.316794 20.406977
2025-01-12 0.225372 0.330079 0.508783 0.877841 1.778460 4.675869 26.735121
2025-01-19 0.211308 0.311681 0.485032 0.849361 1.764531 4.874974 32.921452
2025-01-26 0.205768 0.307364 0.486598 0.875469 1.906156 5.802003 57.007106
2025-02-02 0.202920 0.307428 0.496281 0.921302 2.121893 7.311809 133.064108
2025-02-09 0.195972 0.299721 0.490260 0.929957 2.228983 8.437823 289.162190
2025-02-16 0.187999 0.289635 0.478657 0.923539 2.286119 9.374356 674.176803
2025-02-23 0.177148 0.273720 0.454235 0.882509 2.213801 9.392666 1020.173877
2025-03-02 0.167484 0.259506 0.432345 0.845541 2.148341 9.424485 1677.454151
2025-03-09 0.163826 0.256107 0.432129 0.863465 2.288704 11.267961 109883.271420
2025-03-16 0.164519 0.260780 0.448902 0.928452 2.640339 16.037052 NaN